Stationary jump and diffusion processes for planar directions obtained by wrapping

zbMATH Open1537.60106MaRDI QIDQ6541298

Riccardo Gatto

Publication date: 17 May 2024

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Fourier seriesautocovariance functionrandom telegraph signal\(\alpha\)-stable processjump-diffusion processcompound Poisson processestrigonometric moment

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Wrapped processes on circular lattices for planar directions

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